Quantitative Developer

What You'll Do: Build and maintain systems spanning research to production, so ideas move from notebook to live trading quickly. Design high-fidelity backtesting and simulation infrastructure that models latency, microstructure, and real-world constraints. Own signal and feature pipelines end to end for consistent delivery from research to execution. Develop exchange connectivity, order management, and market-data infrastructure across CeFi and DeFi venues. Optimise performance-sensitive code and debug issues that span research and execution environments. Build pricing and risk models — vol surfaces, yield curves, and analytics — directly with traders. Design scalable, real-time trading-analytics platforms embedded on the desk. Weigh real-world performance trade-offs when tuning strategies and systems. What You Bring A degree in Computer Science, Mathematics, Engineering, Physics, or a related quantitative field. Strong production experience in C++ and Python (typically 3+ years for experienced hires). Experience writing performance-sensitive, low-latency code. A solid grounding in probability, statistics, and time-series analysis. Comfort with data workflows (pandas, Polars, NumPy) and backtesting or simulation frameworks. The ability to work cross-functionally between research and engineering. Fluency in English is required.

Nice to Have: Prior experience at an HFT or systematic trading firm. Crypto/DeFi and CeFi trading-infrastructure experience. Exposure to distributed systems, networking, HPC, or machine learning. Strong Linux and Git fluency. What You'll Get Competitive base salary with a meaningful performance-based bonus. Low-latency infrastructure and a modern engineering stack. A meritocratic, collaborative culture where the best ideas win. Ownership of systems that trade real capital from day one. Comprehensive health and wellness benefits. Flexibility to work from our Singapore or New York office, or remotely.